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PMT

PennyMac Mortgage Investment

206 hedge funds and large institutions have $1.26B invested in PennyMac Mortgage Investment in 2020 Q4 according to their latest regulatory filings, with 38 funds opening new positions, 65 increasing their positions, 70 reducing their positions, and 31 closing their positions.

New
Increased
Maintained
Reduced
Closed

23% more first-time investments, than exits

New positions opened: 38 | Existing positions closed: 31

7% more capital invested

Capital invested by funds: $1.17B → $1.26B (+$87.4M)

2% more funds holding

Funds holding: 201206 (+5)

4% less call options, than puts

Call options by funds: $14.8M | Put options by funds: $15.3M

7% less repeat investments, than reductions

Existing positions increased: 65 | Existing positions reduced: 70

1.4% less ownership

Funds ownership: 73.7%72.3% (-1.4%)

100% less funds holding in top 10

Funds holding in top 10: 10 (-1)

Holders
206
Holders Change
+5
Holders Change %
+2.49%
% of All Funds
3.65%
Holding in Top 10
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
New
38
Increased
65
Reduced
70
Closed
31
Calls
$14.8M
Puts
$15.3M
Net Calls
-$555K
Net Calls Change
+$999K
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$312M +$15.1M +892,002 +5%
Vanguard Group
2
Vanguard Group
Pennsylvania
$182M +$4.15M +244,654 +2%
T. Rowe Price Associates
3
T. Rowe Price Associates
Maryland
$73.1M -$188K -11,076 -0.3%
Goldman Sachs
4
Goldman Sachs
New York
$69.3M +$1.09M +64,199 +2%
State Street
5
State Street
Massachusetts
$61.9M +$1.33M +78,748 +2%
Morgan Stanley
6
Morgan Stanley
New York
$26.7M -$41.1M -2,425,081 -61%
D.E. Shaw & Co
7
D.E. Shaw & Co
New York
$26M +$4.16M +245,172 +20%
Geode Capital Management
8
Geode Capital Management
Massachusetts
$25.4M +$764K +45,105 +3%
LSV Asset Management
9
LSV Asset Management
Illinois
$23.2M -$1.65M -97,518 -7%
Norges Bank
10
Norges Bank
Norway
$22M +$539K +31,815 +3%
JP Morgan Chase
11
JP Morgan Chase
New York
$22M -$5.96M -351,870 -22%
Bank of New York Mellon
12
Bank of New York Mellon
New York
$20.1M -$847K -49,957 -4%
Northern Trust
13
Northern Trust
Illinois
$19.5M -$681K -40,202 -3%
Healthcare of Ontario Pension Plan (HOOPP) Trust Fund
14
Healthcare of Ontario Pension Plan (HOOPP) Trust Fund
Ontario, Canada
$19.2M +$9.5M +560,500 +106%
Citadel Advisors
15
Citadel Advisors
Florida
$19.2M +$6.72M +396,435 +57%
American Century Companies
16
American Century Companies
Missouri
$18.1M +$1.28M +75,763 +8%
CS
17
Credit Suisse
Switzerland
$16.5M +$2.07M +121,907 +15%
Charles Schwab
18
Charles Schwab
California
$15.8M +$201K +11,883 +1%
IC
19
IEQ Capital
California
$13.7M +$13.2M +777,299 New
AAMU
20
Amundi Asset Management US
Massachusetts
$13M +$29K +1,712 +0.2%
Principal Financial Group
21
Principal Financial Group
Iowa
$12M -$517K -30,514 -4%
VanEck Associates
22
VanEck Associates
New York
$11M +$2.55M +150,431 +32%
Wellington Management Group
23
Wellington Management Group
Massachusetts
$9.57M -$408K -24,095 -4%
Renaissance Technologies
24
Renaissance Technologies
New York
$8.82M +$5.62M +331,700 +195%
N
25
Nuveen
North Carolina
$8M -$620K -36,557 -7%

PMT Hedge Fund Activity: Q4 2020 in Review

206 of the 5,651 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q4 2020, worth a combined $1.26B — up 7.5% from $1.17B a quarter earlier.

Buyers outnumbered sellers: 38 funds opened new PMT positions and 31 closed out — a net gain of 7 holders — while 65 added to existing stakes and 70 trimmed.

The largest buyer was BlackRock, adding an estimated $15.1M. The largest seller was Morgan Stanley, cutting an estimated $41.1M.

  • 206 institutional investors held PennyMac Mortgage Investment (PMT) as of Q4 2020, up from 201 in Q3 2020.
  • Funds reported $1.26B of PennyMac Mortgage Investment stock for Q4 2020, up 7.5% quarter-over-quarter.
  • 38 funds opened new PennyMac Mortgage Investment positions in Q4 2020 and 31 closed out, a net change of +7 holders.
  • The largest PennyMac Mortgage Investment buyer in Q4 2020 was BlackRock, an estimated $15.1M added.
  • The largest PennyMac Mortgage Investment seller in Q4 2020 was Morgan Stanley, an estimated $41.1M sold.

Based on aggregated 13F filings for Q4 2020.